yes the bangs and clunks are normal. its ratcheting.
try coasting around corners as much as possible. no gas pedal till its going straight.
its not being hurt or doing damage in any way. its doing its job.
you will get used to driving it. it can "pop" hard enough to almost change lanes for you.
be careful after accelerating on a curved freeway on ramp.
you probably wont want anyone else to drive your vehicle anymore. it can suprise unaware drivers and cause them to freak out or crash.

Thanks for the info! No one is driving my jeep!! Will it be worse with bigger tires? I have a lock right in the front but it doesnt seem to bother anything. I'm sure it's a different story with 4 x 4 on.